Stock Screening with Price Range, MACD, and Institutional Buying

Summary

This Chinese-language screening note selects stocks using three conditions: a price amplitude threshold, MACD above its zero line, and an indication that institutions are buying. Its rationale is that amplitude and MACD describe volatility and trend direction, while institutional buying may signal concentrated market interest. The institutional buying condition is not defined in the note, so the screen cannot be reproduced from the provided formula references alone.

The article flags the difficulty of reliably identifying institutional accumulation and the absence of fundamental analysis. It suggests improving the filter with data on more institutions or additional news sources. A Python sketch illustrates combining market data, a MACD calculation, and an external institutional-buying feed, but it is illustrative rather than validated and contains inconsistencies with the written amplitude condition. No backtest or evidence of returns is provided.

Key ideas

• The proposed screen combines price amplitude, MACD above zero, and institutional buying.
• The document does not define a reproducible source or rule for institutional buying.
• The author identifies false institutional-buying signals and missing fundamental analysis as risks.
• The sample implementation is illustrative and does not establish strategy performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.